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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Volatility
Maximum-Likelihood-Schätzung
Volatilität
Estimation theory
134
Schätztheorie
134
Time series analysis
40
Zeitreihenanalyse
40
Estimation
31
Schätzung
30
Regression analysis
24
Regressionsanalyse
24
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
ARCH model
15
ARCH-Modell
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Simulation
14
Forecasting model
13
Prognoseverfahren
13
Maximum likelihood estimation
11
Risikomaß
11
Risk measure
11
State space model
11
Statistical distribution
11
Statistische Verteilung
11
Stochastic process
11
Stochastischer Prozess
11
Zustandsraummodell
11
Bayes-Statistik
10
Bayesian inference
10
Capital income
9
Kapitaleinkommen
9
Portfolio selection
9
Portfolio-Management
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Börsenkurs
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Panel
8
Panel study
8
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Article
26
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Article in journal
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26
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English
26
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Alañón Pardo, Ángel
1
Allen, David E.
1
Aloy, Marcel
1
Andreasen, Martin Møller
1
Arize, Augustine Chuck
1
Bartolucci, Francesco
1
Cagnone, Silvia
1
Cervellera, Gian P.
1
Chen, Cathy W. S.
1
Choudhry, Taufiq
1
De Rossi, Giuliano
1
Dempsey, Michael
1
Díaz-Mendoza, Ana-Carmen
1
Gao, Kang
1
Guillén, Montserrat
1
Herbst, Edward P.
1
Horváth, Roman
1
Juneja, Januj
1
Khorunzhina, Natalia
1
Kibria, B. M. Golam
1
Kok Haur Ng
1
Kumar, Satish
1
Kunitomo, Naoto
1
Li, Leon
1
Li, Yong
1
Lin, Tsai-Yu
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
Moneva, J. M.
1
Mozumder, Sharif
1
Månsson, Kristofer
1
Ortas, E.
1
Peiris, Shelton
1
Perote, Javier
1
Richard, Jean-François
1
Salvador, Manuel
1
Santos, Antonio A. F.
1
Sato, Seisho
1
Syu, Fong-Yi
1
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Computational economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
45
Econometric reviews
41
Economic modelling
24
Econometric theory
22
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The econometrics journal
19
Econometrics : open access journal
17
International journal of forecasting
17
Journal of the American Statistical Association : JASA
17
Quantitative finance
17
Journal of financial econometrics
15
European journal of operational research : EJOR
14
Finance research letters
14
Journal of banking & finance
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
International journal of theoretical and applied finance
13
Insurance / Mathematics & economics
11
Applied economics
10
Statistics in transition : an international journal of the Polish Statistical Association
10
Applied economics letters
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Quantitative economics : QE ; journal of the Econometric Society
7
The European journal of finance
7
The journal of risk model validation
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Journal of applied econometrics
6
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ECONIS (ZBW)
26
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1
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Saved in:
2
Maximum likelihood estimation methods for Copula models
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
;
Zhang, Qiaosen
- In:
Computational economics
60
(
2022
)
1
,
pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
Saved in:
3
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
4
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
5
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
6
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
7
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
8
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
9
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
10
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
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